Martingales, Tauberian Theorem, and Strategies of Gambling (Q4384404)

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scientific article; zbMATH DE number 1144384
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    Martingales, Tauberian Theorem, and Strategies of Gambling
    scientific article; zbMATH DE number 1144384

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      Martingales, Tauberian Theorem, and Strategies of Gambling (English)
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      8 September 1998
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      optimal stopping
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      local martingales
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      Wald equation
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      uniform integrability
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      sharp inequalities
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      gambling strategies
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      boundary crossing problem
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